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Replaces public_trades_to_dataframe with trades_list_to_df

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This commit is contained in:
Joe Schr
2024-02-12 13:07:56 +01:00
parent c610c44a43
commit 6e7a536c7a
4 changed files with 14 additions and 37 deletions
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18
tests/data/test_converter_public_trades.py
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@@ -3,8 +3,10 @@ import numpy as np
import pandas as pd
import pytest
from freqtrade.data.converter import populate_dataframe_with_trades, public_trades_to_dataframe
from freqtrade.data.converter.converter import trades_to_volumeprofile_with_total_delta_bid_ask
from freqtrade.constants import DEFAULT_TRADES_COLUMNS
from freqtrade.data.converter import populate_dataframe_with_trades
from freqtrade.data.converter.orderflow import trades_to_volumeprofile_with_total_delta_bid_ask
from freqtrade.data.converter.trade_converter import trades_list_to_df
BIN_SIZE_SCALE = 0.5
@@ -74,7 +76,7 @@ def test_public_trades_mock_populate_dataframe_with_trades__check_orderflow(
'imbalance_volume': 0,
'imbalance_ratio': 300,
'stacked_imbalance_range': 3
}}
}}
df = populate_dataframe_with_trades(config,
dataframe, trades, pair='unitttest')
results = df.iloc[0]
@@ -138,8 +140,8 @@ def test_public_trades_trades_mock_populate_dataframe_with_trades__check_trades(
'imbalance_volume': 0,
'imbalance_ratio': 300,
'stacked_imbalance_range': 3
}
}
}
df = populate_dataframe_with_trades(config,
dataframe, trades, pair='unitttest')
row = df.iloc[0]
@@ -164,7 +166,8 @@ def test_public_trades_trades_mock_populate_dataframe_with_trades__check_trades(
def test_public_trades_put_volume_profile_into_ohlcv_candles(public_trades_list_simple, candles):
df = public_trades_to_dataframe(public_trades_list_simple, 'doesntmatter')
df = trades_list_to_df(
public_trades_list_simple[DEFAULT_TRADES_COLUMNS].values.tolist())
df = trades_to_volumeprofile_with_total_delta_bid_ask(
df, scale=BIN_SIZE_SCALE)
candles['vp'] = np.nan
@@ -176,7 +179,8 @@ def test_public_trades_put_volume_profile_into_ohlcv_candles(public_trades_list_
def test_public_trades_binned_big_sample_list(public_trades_list):
BIN_SIZE_SCALE = 0.05
trades = public_trades_to_dataframe(public_trades_list, 'doesntmatter')
trades = trades_list_to_df(
public_trades_list[DEFAULT_TRADES_COLUMNS].values.tolist())
df = trades_to_volumeprofile_with_total_delta_bid_ask(
trades, scale=BIN_SIZE_SCALE)
assert df.columns.tolist() == ['bid', 'ask', 'delta',
@@ -203,7 +207,7 @@ def test_public_trades_binned_big_sample_list(public_trades_list):
assert 57.551 == df['delta'].iat[-1] # delta
BIN_SIZE_SCALE = 1
trades = public_trades_to_dataframe(public_trades_list, 'doesntmatter')
trades = trades_list_to_df(public_trades_list[DEFAULT_TRADES_COLUMNS].values.tolist())
df = trades_to_volumeprofile_with_total_delta_bid_ask(
trades, scale=BIN_SIZE_SCALE)
assert 2 == len(df)